+3,101.0%
MPC vs ITW
+605.1%
+2,495.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +5.4% | -3.6% | +9.0% | +8.2% |
| 30D | +31.0% | -9.1% | +40.1% | +40.3% |
| 3M | +46.0% | +8.2% | +37.8% | +35.8% |
| 6M | +77.3% | -4.8% | +82.1% | +79.5% |
| YTD | +141.9% | +11.0% | +130.9% | +116.7% |
| 1Y | +120.9% | +4.2% | +116.7% | +106.8% |
| 3Y | +182.7% | +17.3% | +165.4% | +137.4% |
| 5Y | +646.4% | +33.0% | +613.4% | +444.7% |
| 10Y | +1,138.7% | +182.3% | +956.4% | +404.4% |
| All | +3,101.0% | +605.1% | +2,495.9% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling